On the implied market price of risk under the stochastic numéraire (Q1648909)
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scientific article; zbMATH DE number 6898623
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| English | On the implied market price of risk under the stochastic numéraire |
scientific article; zbMATH DE number 6898623 |
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On the implied market price of risk under the stochastic numéraire (English)
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5 July 2018
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implied parameters
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market price of risk
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random numéraire
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stochastic bond price
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incomplete market
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0.7729529738426208
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0.7729529738426208
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0.758782148361206
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0.7465454339981079
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0.7441166043281555
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